All ebooks by Jie Xiong in PDF

2 Book(s)


Add to my wish list An Introduction to Optimal Control of FBSDE with Incomplete Information Guangchen Wang , Zhen Wu , Jie Xiong This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. ?Lots of interesting... Publication date: 2018-05-16 Format: PDF Publisher: Springer Collection: SpringerBriefs in Mathematics Add to basket £49,99
Add to my wish list An Introduction to Stochastic Filtering Theory Jie Xiong Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic,Stochastic Filtering Theory has progressed rapidly in... Publication date: 2008-04-17 Format: PDF Publisher: OUP Oxford Add to basket £64,34

Add to my wish list

An Introduction to Optimal Control of FBSDE with Incomplete Information

Guangchen Wang , Zhen Wu , Jie Xiong

This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. ?Lots of interesting...

Publication date: 2018-05-16

Format: PDF

Publisher: Springer

Collection: SpringerBriefs in Mathematics

Add to basket

£49,99

Add to my wish list

An Introduction to Stochastic Filtering Theory

Jie Xiong

Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic,Stochastic Filtering Theory has progressed rapidly in...

Publication date: 2008-04-17

Format: PDF

Publisher: OUP Oxford

Add to basket

£64,34

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